Mix together coconut flour, protein powder, egg whites, baking powder, water, and Splenda. Once mixed, roll out onto parchment paper until dough is in a circular shape.
Next, mix together second amount of Splenda, ground cinnamon, ground almonds, and water to form a thick paste. Smear this over the bun dough and roll up.
Slice into 1 inch pieces and place on a non-stick baking sheet. Bake for 20-25 minutes.
Once finished, combine cream cheese with the third measurement of Splenda and smear over the rolls. Sprinkle with walnuts before serving.
